Let v1,v2,...,vk be vertices in the XYZ-space, each vertex producing several tracks (straight lines) emanating from it within a narrow cone with a small angle about a fixed direction (Z-axis). Each track is detected (by drift chambers or other detectors) by its projections on XY and YZ views independently with small errors. An automated method is suggested for the reconstruction of vertices from noisy observations of the tracks projections. The procedure is based on the likelihood inference for mixtures. An illustrative...

Variable annuities contain complex guarantees, whose fair market value cannot be calculated in closed form. To value the guarantees, insurance companies rely heavily on Monte Carlo simulation, which is extremely computationally demanding for large portfolios of variable annuity policies. Metamodeling approaches have been proposed to address these computational issues. An important step of metamodeling approaches is the experimental design that selects a small number of representative variable annuity...

For any orthogonal multi-way classification, the sums of squares appearing in the analysis of variance may be expressed by the standard quadratic forms involving only squares of the marginal and total sums of observations. In this case the forms are independent and nonnegative definite. We characterize all two-way classifications preserving these properties for some and for all of the standard quadratic forms.

We study the existence of connected coalitions in a simple game restricted by a partial order. First, we define a topology compatible with the partial order in the set of players. Second, we prove some properties of the covering and comparability graphs of a finite poset. Finally, we analize the core and obtain sufficient conditions for the existence of winning coalitions such that contains dominant players in simple games restricted by the connected subspaces of a finite topological space.

Nonsensitiveness regions for estimators of linear functions, for confidence ellipsoids, for the level of a test of a linear hypothesis on parameters and for the value of the power function are investigated in a linear model with variance components. The influence of the design of an experiment on the nonsensitiveness regions mentioned is numerically demonstrated and discussed on an example.

In this paper the problem of treatment allocation is studied from the predictive decision theoretical point of view. The utility of obtaining some final characteristics y when a treatment a is applied to a person with initial facet x is assumed to be known. The problem is then reduced to the derivation of the expected utility of a given x, by means of either prognostic or diagnostic distributions.To find prognostic distributions, regression models and appropriate partitions of the population, according...